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Biography

Activity on QuantConnect

This section highlights your contributions and engagement across the QuantConnect platform — including backtests, live trades, published research, and community involvement through comments and threads. It reflects your overall activity as part of the QuantConnect community.


Public Backtests (3)

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Adaptable Red Koala

16.81Net Profit

82.74PSR

2.81Sharpe Ratio

-0.005Alpha

0.997Beta

36.416CAR

5.4Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

125Tradeable Dates

1Trades

0.376Treynor Ratio

0Win Rate

4 week Delta

13.411Net Profit

19.554PSR

0.499Sharpe Ratio

0.055Alpha

-0.07Beta

5.359CAR

16.7Drawdown

-0.01Loss Rate

7Parameters

1Security Types

0.515Sortino Ratio

0Tradeable Dates

56Trades

-0.694Treynor Ratio

0.08Win Rate

2 week delta

14.485Net Profit

20.884PSR

0.53Sharpe Ratio

0.058Alpha

-0.07Beta

5.772CAR

16.8Drawdown

-0.01Loss Rate

7Parameters

1Security Types

0.556Sortino Ratio

0Tradeable Dates

103Trades

-0.745Treynor Ratio

0.06Win Rate


Community

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Rakesh started the discussion Need help with quarterly or biweekly rebalancing in Algorithm Framework

Ref: 

4 years ago

Rakesh started the discussion Lean CLI Backtesting issues

Hi - 

4 years ago

Rakesh started the discussion 5/10/20 year performance in Universe

Hi,

4 years ago

Rakesh left a comment in the discussion Lean CLI Backtesting issues

Error Trace:

4 years ago

Rakesh left a comment in the discussion Need help with quarterly or biweekly rebalancing in Algorithm Framework

Attached the backtest of your cloned code (Only change is delta is set to 2 weeks and 4 weeks)

4 years ago

Adaptable Red Koala

16.81Net Profit

82.74PSR

2.81Sharpe Ratio

-0.005Alpha

0.997Beta

36.416CAR

5.4Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

125Tradeable Dates

1Trades

0.376Treynor Ratio

0Win Rate

4 week Delta

13.411Net Profit

19.554PSR

0.499Sharpe Ratio

0.055Alpha

-0.07Beta

5.359CAR

16.7Drawdown

-0.01Loss Rate

7Parameters

1Security Types

0.515Sortino Ratio

0Tradeable Dates

56Trades

-0.694Treynor Ratio

0.08Win Rate

2 week delta

14.485Net Profit

20.884PSR

0.53Sharpe Ratio

0.058Alpha

-0.07Beta

5.772CAR

16.8Drawdown

-0.01Loss Rate

7Parameters

1Security Types

0.556Sortino Ratio

0Tradeable Dates

103Trades

-0.745Treynor Ratio

0.06Win Rate

Rakesh started the discussion Need help with quarterly or biweekly rebalancing in Algorithm Framework

Ref: 

4 years ago

Rakesh started the discussion Lean CLI Backtesting issues

Hi - 

4 years ago

Rakesh started the discussion 5/10/20 year performance in Universe

Hi,

4 years ago

Rakesh left a comment in the discussion Lean CLI Backtesting issues

Error Trace:

4 years ago

Rakesh left a comment in the discussion Need help with quarterly or biweekly rebalancing in Algorithm Framework

Attached the backtest of your cloned code (Only change is delta is set to 2 weeks and 4 weeks)

4 years ago

Rakesh left a comment in the discussion Need help with quarterly or biweekly rebalancing in Algorithm Framework

Thanks for your reply. The code is just a clone of your code. I have just modified the delta to 2...

4 years ago

Rakesh started the discussion How to Consolidators work?

If I have a hourly resolution, and I considate to Daily, how does Lean calculate OHLC values?

5 years ago